Related papers: Stochastic dynamics of two-step processes with har…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
We investigate classic diffusion with the added feature that a diffusing particle is reset to its starting point each time the particle reaches a specified threshold. In an infinite domain, this process is non-stationary and its probability…
The properties of a one space-dimension, one particle dynamical system under the influence of a purely dissipative force are investigated. Assuming this force depends only on the velocity, it is demonstrated, in contrast to the case of…
We study a stochastic model based on a modified fragmentation of a finite interval. The mechanism consists in cutting the interval at a random location and substituting a unique fragment on the right of the cut to regenerate and preserve…
We consider the trapping reaction, $A+B\to B$, where $A$ and $B$ particles have a diffusive dynamics characterized by diffusion constants $D_A$ and $D_B$. The interaction with $B$ particles can be formally incorporated in an effective…
The steady state of a Brownian particle diffusing in an arbitrary potential under the stochastic resetting mechanism has been studied. We show that there are different classes of nonequilibrium steady states depending on the nature of the…
The effects of stochastic apppearence of embryos of a new phase are analyzed analytically. A new approach by the similarity of nucleation conditions is proposed. Corrections for a number of droplets are estimated. A comparison with…
The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…
We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…
Populations are made up of an integer number of individuals and are subject to stochastic birth-death processes whose rates may vary in time. Useful quantities, like the chance of ultimate fixation, satisfy an appropriate difference…
We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…
The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
An individual-based model of stochastic branching is proposed and studied, in which point particles drift in $\bar{\mathds{R}}_{+}:=[0,+\infty)$ towards the origin (edge) with unit speed, where each of them splits into two particles that…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
In this paper we study the time evolution of the decay process for a particle confined initially in a finite region of space, extending our analysis given recently (Phys. Rev. Lett. 74, 337 (1995)). For this purpose, we solve exactly the…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
Confined active particles constitute simple, yet realistic, examples of systems that converge into a non-equilibrium steady state. We investigate a run-and-tumble particle in one spatial dimension, trapped by an external potential, with a…